+27.6%
MCK vs EXPE
+48.9%
-21.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.5% | -3.6% | +6.4% |
| 7D | +11.3% | +14.6% | -3.3% | +10.6% |
| 30D | +16.8% | +21.4% | -4.6% | +15.9% |
| 3M | +28.9% | +1.4% | +27.5% | +28.2% |
| 6M | +32.7% | +28.6% | +4.1% | +32.9% |
| YTD | +30.8% | +12.1% | +18.6% | +31.9% |
| 1Y | +27.6% | +50.0% | -22.5% | +29.2% |
| All | +27.6% | +48.9% | -21.4% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling